EOS vs. AOD
Compare and contrast key facts about Eaton Vance Enhanced Equity Income Fund II (EOS) and Abrdn Total Dynamic Dividend Fund (AOD).
EOS is an actively managed fund by Eaton Vance. It was launched on Jan 26, 2005.
Performance
EOS vs. AOD - Performance Comparison
Loading graphics...
EOS vs. AOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EOS Eaton Vance Enhanced Equity Income Fund II | -10.77% | 5.77% | 38.69% | 22.59% | -26.50% | 20.30% | 29.45% | 30.32% | 2.77% | 27.89% |
AOD Abrdn Total Dynamic Dividend Fund | -2.57% | 32.14% | 16.03% | 12.65% | -17.15% | 23.80% | 8.12% | 34.83% | -17.63% | 35.37% |
Returns By Period
In the year-to-date period, EOS achieves a -10.77% return, which is significantly lower than AOD's -2.57% return. Over the past 10 years, EOS has outperformed AOD with an annualized return of 12.63%, while AOD has yielded a comparatively lower 11.74% annualized return.
EOS
- 1D
- 5.19%
- 1M
- -6.29%
- YTD
- -10.77%
- 6M
- -10.96%
- 1Y
- 5.04%
- 3Y*
- 16.62%
- 5Y*
- 6.83%
- 10Y*
- 12.63%
AOD
- 1D
- 4.07%
- 1M
- -12.19%
- YTD
- -2.57%
- 6M
- 3.60%
- 1Y
- 24.67%
- 3Y*
- 16.72%
- 5Y*
- 9.38%
- 10Y*
- 11.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EOS vs. AOD — Risk / Return Rank
EOS
AOD
EOS vs. AOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Enhanced Equity Income Fund II (EOS) and Abrdn Total Dynamic Dividend Fund (AOD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EOS | AOD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 1.26 | -1.02 |
Sortino ratioReturn per unit of downside risk | 0.51 | 1.74 | -1.22 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.28 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.48 | -1.16 |
Martin ratioReturn relative to average drawdown | 1.09 | 6.64 | -5.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EOS | AOD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 1.26 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.57 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.64 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.13 | +0.28 |
Correlation
The correlation between EOS and AOD is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EOS vs. AOD - Dividend Comparison
EOS's dividend yield for the trailing twelve months is around 8.93%, less than AOD's 12.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOS Eaton Vance Enhanced Equity Income Fund II | 8.93% | 7.81% | 7.17% | 7.38% | 9.69% | 5.60% | 5.01% | 6.65% | 7.16% | 6.90% | 8.20% | 7.70% |
AOD Abrdn Total Dynamic Dividend Fund | 12.81% | 12.00% | 10.73% | 8.56% | 8.85% | 6.75% | 7.80% | 7.71% | 9.57% | 7.29% | 9.10% | 8.93% |
Drawdowns
EOS vs. AOD - Drawdown Comparison
The maximum EOS drawdown since its inception was -55.74%, smaller than the maximum AOD drawdown of -72.26%. Use the drawdown chart below to compare losses from any high point for EOS and AOD.
Loading graphics...
Drawdown Indicators
| EOS | AOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.74% | -72.26% | +16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -16.71% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -28.92% | -5.40% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -43.68% | +2.56% |
Current DrawdownCurrent decline from peak | -12.81% | -12.93% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -27.51% | +19.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 3.74% | +1.32% |
Volatility
EOS vs. AOD - Volatility Comparison
The current volatility for Eaton Vance Enhanced Equity Income Fund II (EOS) is 7.56%, while Abrdn Total Dynamic Dividend Fund (AOD) has a volatility of 9.44%. This indicates that EOS experiences smaller price fluctuations and is considered to be less risky than AOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EOS | AOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 9.44% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 12.94% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 19.73% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 16.51% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 18.49% | +2.16% |